-94.0%
HTZ vs SITM
+261.2%
-355.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.6% | -10.2% | -2.9% |
| 7D | -16.4% | +9.4% | -25.8% | -18.7% |
| 30D | -15.1% | -25.4% | +10.3% | -10.0% |
| 3M | -28.2% | -37.0% | +8.8% | -21.5% |
| 6M | -73.1% | -45.1% | -27.9% | -69.9% |
| YTD | -68.3% | +29.4% | -97.7% | -71.5% |
| 1Y | -75.2% | +39.8% | -115.0% | -78.2% |
| 3Y | -81.1% | +328.2% | -409.4% | -89.0% |
| 5Y | -95.0% | +87.4% | -182.4% | -96.8% |
| All | -94.0% | +261.2% | -355.1% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling